S&P GSCI All Crude Spot Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:26.49% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7602 | 5.26 | |
| 0.0574 | 53.24 | |
| 0.9946 | 968.45 | |
| 6.3919 | 9.07 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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